+139.8%
FTNT vs SHAK
-2.6%
+142.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -4.9% | -1.9% |
| 7D | -0.1% | -8.3% | +8.1% | +0.3% |
| 30D | -3.0% | -12.6% | +9.7% | -2.3% |
| 3M | +7.6% | +9.1% | -1.5% | +6.7% |
| 6M | +87.0% | -31.2% | +118.2% | +88.3% |
| YTD | +96.5% | -21.6% | +118.1% | +92.7% |
| 1Y | +92.9% | -38.8% | +131.7% | +97.8% |
| 3Y | +139.8% | +0.6% | +139.2% | +137.4% |
| All | +139.8% | -2.6% | +142.5% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling